0.20Open0.20Pre Close0 Volume400 Open Interest17.50Strike Price0.00Turnover100.61%IV27.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1496Delta0.0825Gamma69.25Leverage Ratio-0.0220Theta0.0008Rho10.36Eff Leverage0.0065Vega